Though you can not see the tops of their heads, It would be a safe bet that the two children who Kota's kid plays; with and whom live in the woods are Lucy's. If not they at least are diclonius. The ending was fitting for a manga seeped in tragedy, a bit bitter sweet. Its a come full circle ending.

There was no chance for a happy ending from the beginnig of their relationship.

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She killed his sister and Father!

Good point. I'd say the best ending is for Lucy to join the family where Kouta aand Yuka are like father and mother (like Mayu had said in a later episode), and where Lucy is one of the sisters. And she is very protective and thoughtful and apologizes all the time for her past killing.